Here is why I support this idea.
Like it has already been said, being able to verify identities via some sort of chat system like he is suggesting would be a big help to stopping scammers. Magic arrow, you said yourself that the only people that would most likely use this system would be old timers or regulars..
Now, most of the time we lose potential legit traders because there first or second experience here at Sythe is usually a scammer taking advantage of them. However, if it was implemented where trades were done directly on the Sythe page from a users Sythe profile, not only would we stop most imposters, it would make our new users feel safer while trading.
If something like this was implemented, I would even suggest having new rules set to NOT aloud off site trading with other users. (Most wont agree with this but its just an extra step that could be taken)
"They can just ask for a PM- Magic Arrow" (Sorry to lazy to type out quote codes... Most new users wont know to do something like this, MOST new users just jump right in and start trading out of excitement or because they are ready to get rid of their goods. Then, before they realize what happened, an impostor has taken them for all they have. Then we just lost a possibly good and honest member of Sythe to some prick, and most wont even report them because they are moving to fast, so a report this conversation button would be perfect for this problem, new users would see it and know they should hit the button.
Again, this would stop that, and eliminate the whole (PM me first please)
Busy/away on the chat - GREAT idea, again because you may be online selling at this time, but what if you have to run to town, or what if you are in a trade? If I am trading with someone I dont want to talk with other people, I set my status to busy so they know I am currently working with another buyer/seller.
I could probably keep going but I will stop here, again I 100% support this idea and would love to see it made a reality